Click the gear icon at the bottom right of the chat window and select "Turn Off Chat" to disable the feature completely.
Feel free to toggle on and off depending on your preference.
You get the messages in your account but on another folder.
Does Facebook offer some privacy? There are many ways to get back to your list of Friend Lists; one of the easiest ways is to remember the URL is simply facebook.
So, ensure a stable connection before log in to your account.
I trust this guide is helpful to you.